-43.1%
KHC vs AR
+20.8%
-63.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.8% | +2.5% | -4.3% | -1.9% |
| 30D | -1.9% | +14.8% | -16.7% | -2.9% |
| 3M | +14.4% | +6.2% | +8.2% | +13.7% |
| 6M | +8.7% | +4.3% | +4.4% | +8.1% |
| YTD | +7.8% | +14.4% | -6.6% | +6.3% |
| 1Y | -1.5% | +21.3% | -22.9% | -3.5% |
| 3Y | -9.9% | +39.8% | -49.7% | -14.1% |
| 5Y | -10.7% | +142.1% | -152.8% | -21.2% |
| 10Y | -55.7% | +52.0% | -107.7% | -64.6% |
| All | -43.1% | +20.8% | -63.9% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling